You wouldn't leave it there for ages to prevent it from burning, and you try to put as little weight as possible on your shoulder failing that if you wanted you could wedge the asbestos glove under your y straps, I guess! It is also above a thick bit of leather, shoulder board, wool tunic and service shirt so there is a bit of thickness before it gets to skin!
However I didn't fight in WW2, guess you will have to ask some german veterans as I have never really thought to ask when I have spoken to them! I would imagine however a burn is the last thing on your mind in real combat!
